Numerical method for a class of optimal control problems subject to nonsmooth functional constraints

In this paper, we consider a class of optimal control problems which is governed by nonsmooth functional inequality constraints involving convolution. First, we transform it into an equivalent optimal control problem with smooth functional inequality constraints at the expense of doubling the dimens...

Full description

Saved in:
Bibliographic Details
Published inJournal of computational and applied mathematics Vol. 217; no. 2; pp. 311 - 325
Main Authors Wu, C.Z., Teo, K.L., Zhao, Yi
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.08.2008
Subjects
Chebyshev series
Dual parametrization
Functional inequality constraints
Optimal control
Semi-infinite programming
90C20
Semi-infinite programming
Optimal control
90C34
Functional inequality constraints
Chebyshev series
49N99
Dual parametrization
Online AccessGet full text
ISSN0377-0427
1879-1778
DOI10.1016/j.cam.2007.02.019

Cover

More Information
Summary:In this paper, we consider a class of optimal control problems which is governed by nonsmooth functional inequality constraints involving convolution. First, we transform it into an equivalent optimal control problem with smooth functional inequality constraints at the expense of doubling the dimension of the control variables. Then, using the Chebyshev polynomial approximation of the control variables, we obtain an semi-infinite quadratic programming problem. At last, we use the dual parametrization technique to solve the problem.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2007.02.019